Lim, Kian Guan,

Probability and finance theory / Kian Guan Lim. - xiii, 390 pages : illustrations ; 24 cm

Includes bibliographical references and index.

Probability distributions -- Conditional probability -- Laws of probability -- Theory of risk and utility -- State price and risk-neutral probability -- Single period asset pricing models -- Stochastic processes and martingales -- Dynamic programming and multi-period asset pricing -- Continuous-time option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.

9814307939 9789814307932

2011015845


Finance--Mathematical models
Probabilities

HG106 / .L558 2011

332.015192